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Global Multi-Sector Income

Fixed Income Portfolio Characteristics As of 12/31/2022

Characteristic Brandywine Global F3MTB
Average Quality1 BBB -
Average Maturity (Years) 9.67 -
Average Modified Duration (Years) 7.38 0.25
Average Coupon (%) 4.94 -
Average Yield To Worst (%) 7.00 4.40
Average Yield To Maturity (%) 6.98 4.40
Number of Issues 187 -

Quality Allocation As of 12/31/2022

Quality Rating Brandywine Global (%)
BBB or Higher 63.5
BB 17.8
B 12.5
CCC 5.8
CC -
D -
Not Rated 0.4

Duration Allocation As of 12/31/2022

Duration Range Brandywine Global (%)
<1 Year 6.1
1-3 Years 27.0
3-7 Years 43.0
7-10 Years 7.4
10+ Years 4.0
No Duration 12.5

Region & Currency Allocation As of 12/31/2022

Region Country (%) Currency (%)
Asia-Pacific ex-Japan 0.7 2.6
Emerging Markets 14.3 6.9
Europe ex-Eurozone 1.7 0.1
Eurozone 3.3 4.8
Japan 3.3 5.1
Middle East & Africa 0.7 -
North & Central America 75.2 80.5
Supranational 1.1 -
Other -0.4 -